+631.2%
AGNC vs GAP
+86.9%
+544.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -4.4% | -6.3% | +1.9% | -3.4% |
| 30D | -5.4% | -0.2% | -5.1% | -5.6% |
| 3M | +3.5% | 0.0% | +3.4% | +3.1% |
| 6M | +1.7% | -8.1% | +9.8% | +2.2% |
| YTD | +3.9% | -16.5% | +20.3% | +5.6% |
| 1Y | +13.8% | -10.5% | +24.3% | +13.9% |
| 3Y | +63.3% | +104.0% | -40.6% | +33.1% |
| 5Y | +27.5% | +6.8% | +20.7% | +11.2% |
| 10Y | +83.8% | +26.9% | +56.9% | +33.4% |
| All | +631.2% | +86.9% | +544.3% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling